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Bayesian Methods in Finance

Svetlozar T Rachev author Frank J Fabozzi author John S J Hsu author Biliana S Bagasheva author

Format:Hardback

Publisher:John Wiley & Sons Inc

Published:11th Mar '08

Currently unavailable, and unfortunately no date known when it will be back

Bayesian Methods in Finance cover

Bayesian Methods in Finance provides a detailed overview of the theory of Bayesian methods and explains their real-world applications to financial modeling. While the principles and concepts explained throughout the book can be used in financial modeling and decision making in general, the authors focus on portfolio management and market risk management—since these are the areas in finance where Bayesian methods have had the greatest penetration to date.

ISBN: 9780471920830

Dimensions: 236mm x 163mm x 31mm

Weight: 558g

352 pages